+20.4%
MCD vs AEE
+43.4%
-22.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.3% |
| 7D | -2.0% | +1.3% | -3.3% | -2.5% |
| 30D | -6.1% | -1.2% | -4.9% | -5.7% |
| 3M | -7.3% | +1.0% | -8.3% | -7.7% |
| 6M | -20.9% | -2.3% | -18.7% | -20.4% |
| YTD | -14.7% | +9.1% | -23.8% | -17.5% |
| 1Y | -16.1% | +10.6% | -26.7% | -19.4% |
| 3Y | -1.5% | +48.5% | -50.0% | -15.4% |
| 5Y | +20.4% | +39.9% | -19.4% | +5.9% |
| All | +20.4% | +43.4% | -22.9% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling